Ed, Unfortunately, I cannot re-create your results here. I used a very simple backtest, and copied your code verbatim, but the outer loop still executes only for the first signal.
Thanks, though, for the suggestion, David --- In [email protected], "Edward Pottasch" <[EMAIL PROTECTED]> wrote: > > hi, > > it seems to be possible. I ran this code on top of some backtest. The results in the AA window show that both loops are used. If you want to change a trade then you will have to change this setup. Here I first run the backtest and then go through the signal object. > > Ed > > > > > SetOption("UseCustomBacktestProc", True ); > > if( Status("action") == actionPortfolio ) { > > bo = GetBacktesterObject(); > //bo.PreProcess(); // Initialize backtester > bo.backtest(); > > for(bar=0; bar<BarCount; bar++) { > > > for ( sig = bo.GetFirstSignal(bar); sig; sig=bo.GetNextSignal(bar)) { > > > for ( sig2 = bo.GetFirstSignal(bar); sig2; sig2=bo.GetNextSignal(bar)) { > > bo.RawTextOutput( "\t" + "Sig: " + sig.Symbol + " Sig2: " + sig2.Symbol ); > > > } > > } > > } > //bo.PostProcess(); // Finalize backtester > > } > > > > > ----- Original Message ----- > From: david.weilmuenster > To: [email protected] > Sent: Monday, July 02, 2007 5:18 PM > Subject: [amibroker] Nested Loops - Custom Backtester > > > Hi, > > In the Custom Backtester, I need to run a nested loop to examine all > signals in comparison to a given signal, and have tried the following > code to implement a nested loop: > > for ( sig = bo.getfirstsignal(bar); sig; sig = bo.getnextsignal (bar)) > > { > > for ( sig_2 = bo.getfirstsignal(bar); sig_2; sig_2 = > bo.getnextsignal(bar)) > > { > > ... logic to compare signals > > } > > } > > ------------------------------------------- > > But, the code executes only for the first signal in the outer loop. > I.e., it runs the inner loop perfectly, but only for the first signal > in the outer loop. > > Any clues as to what I'm doing wrong? Maybe this isn't possible? > Other approaches I should try? > > Thanks, > David Weilmuenster >
